-93.9%
HTZ vs SITM
+229.4%
-323.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +17.4% | -25.8% | -12.5% |
| 7D | -14.6% | -6.7% | -7.8% | -13.7% |
| 30D | -20.8% | -37.3% | +16.5% | -12.3% |
| 3M | -18.8% | -39.4% | +20.5% | -10.3% |
| 6M | -74.7% | -33.1% | -41.6% | -73.1% |
| YTD | -68.1% | +18.0% | -86.1% | -70.7% |
| 1Y | -73.5% | +22.7% | -96.2% | -75.9% |
| 3Y | -81.8% | +283.8% | -365.6% | -89.1% |
| 5Y | -95.2% | +45.0% | -140.3% | -96.8% |
| All | -93.9% | +229.4% | -323.4% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling